Anic Equity¶

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Total return since start: 0.709 %¶

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Equity now: -----------------------------> 52192.04 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48030.51 Kr¶

PnL: ---------------------------------------> -895.99 Kr¶

DD now: ---------------------------------> -1.748 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 13:53:30.087038'

Anic Portfolio¶

Today¶

Return: -0.237 %¶

This Week¶

Return: -0.237 %¶

Total portfolio value¶

Return including deposits: 70.863 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 3.880000 2354.000000 165.000000 7.540000 2189.000000
SynAct Pharma 9 -0.930000 667.800000 22.800000 3.530000 645.000003
Xvivo Perfusion 3 0.880000 864.000000 19.000000 2.250000 845.000001
Biotage 4 0.450000 621.200000 18.200000 3.020000 603.000000
Vitrolife 3 2.490000 692.400000 15.400000 2.270000 677.000001
Eastnine 6 -2.610000 672.000000 15.000000 2.280000 657.000000
Addtech B 3 1.540000 714.000000 14.000000 2.000000 699.999999
Sdiptech B 3 0.650000 834.600000 12.600000 1.530000 822.000000
Embracer Group B 26 -0.290000 672.100000 10.100000 1.530000 661.999988
Indutrade 5 1.490000 1330.000000 10.000000 0.760000 1320.000000
Nolato B 12 -0.090000 657.600000 9.600000 1.480000 648.000000
Addnode Group B 6 1.600000 761.400000 9.400000 1.250000 751.999998
Sedana Medical 135 -2.130000 4336.200000 5.200000 0.120000 4330.999935
Latour B 2 1.750000 453.800000 4.800000 1.070000 449.000000
BHG Group 49 -7.810000 642.390000 3.390000 0.530000 638.999984
Fortnox 10 3.740000 671.200000 3.200000 0.480000 668.000000
BONESUPPORT HOLDING 10 -0.490000 1227.000000 3.000000 0.250000 1224.000000
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
NCC B 7 -0.960000 652.400000 -1.600000 -0.240000 653.999997
Svolder B 35 0.730000 2171.750000 -1.750000 -0.080000 2173.500000
Profoto Holding 7 -0.480000 578.200000 -3.800000 -0.650000 581.999999
Sampo Oyj SDB 1 -0.600000 499.000000 -6.000000 -1.190000 505.000000
Volati 5 -4.890000 564.000000 -10.000000 -1.740000 574.000000
Investor B 3 0.140000 646.500000 -11.500000 -1.750000 657.999999
SCA A 4 -0.540000 587.200000 -11.800000 -1.970000 599.000000
Lime Technologies 2 -2.360000 580.000000 -13.000000 -2.190000 593.000000
Humana 40 1.870000 655.200000 -18.800000 -2.790000 674.000000
Balco Group 39 -1.360000 1834.950000 -40.050000 -2.140000 1874.999997
Ambea 68 1.050000 2484.720000 -52.280000 -2.060000 2537.000032
Lundin Gold 7 1.080000 919.800000 -54.200000 -5.560000 973.999999
Creades A 7 1.740000 551.250000 -59.750000 -9.780000 610.999998
Investor A 16 -0.050000 3454.400000 -90.600000 -2.560000 3545.000000
New Wave B 40 -0.510000 3799.200000 -116.800000 -2.980000 3916.000000
Gaming Innovation Group 161 -0.200000 4033.050000 -154.950000 -3.700000 4187.999942
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -3.760000 2560.400000 -406.600000 -13.700000 2966.999993
TOTAL 48030.510000 -895.990000 -1.74756% 48926.499863

Updated:¶

'2023-06-13 13:53:47.940719'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶